After a number of requests for an offline, easier to use, read and work with electronic version of our courses, Learning Corporate Finance online course inventory store is now live. Our most popular and visited courses, from ALM to Corporate Finance, from Value at risk to Interest Rate Options are now all available for sale as PDF files with supporting excel examples. The list of current inventory includes

Save a few dollars by picking our secured, non-printable, student pdf editions. Pay a few dollars more for the privilege of printing and sharing. Taking a peek at our excel files will also set you back by (you guessed it) yet more dollars. And if you dislike our capitalist initiatives to earn a few cents on the side and would like to have every thing for free, the html editions of the courses are available for free (click on the course images or the html links). The MS Excel files work through the same examples included in the free online courses.

For less than the price of a Starbuck Frap, Mocha or Expresso, here is the opportunity to take our PDF and Excel samples, examples and calculations home with you. Please note in the interest of full disclosure these are academic, illustrative learning tools, not full blown nuclear powered pricing models. Please do your own due diligence and read our waivers and disclosures before you make life and death decisions based on the opinions of random strangers.

Asset Liability Management

Course Title

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Asset Liability Management – Crash Course

Asset Liability Management – Crash Course – EXCEL Examples

Capital Adequacy Assessment

Course Title

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ICAAP Sample Report Template & Executive Summary

Corporate Finance

Course Title

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Corporate Finance – First Course – Includes case study

Ratio Analysis – Includes 2 case studies

Credit Process & Analysis

Course Title

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Credit Analysis – First Course

Credit Process

Derivatives

Course Title

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Derivative Pricing – Binomial Trees

Derivative Pricing – Binomial Trees

EXCEL Example

Derivative Products

Pricing IRS – Module I – Term Structures

Pricing IRS – Module I – Term Structures

EXCEL Example

Pricing IRS – Module II – IRS and CCS

Pricing IRS – Module II – IRS and CCS

EXCEL Example

Pricing Interest Rate Options – Module III

Pricing Interest Rate Options – Module III EXCEL Example

Terminology Crash Course

Value at Risk

Course Title

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Calculating Value at Risk

Includes case study

Calculating Value at Risk

EXCEL Example

Computational Finance – EXCEL Examples

Course Title

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Duration Convexity Example

Valuing Options – Black Scholes Example

Valuing Options – Binomial Tree Example

Downloadable Courses Table of Contents for

Asset Liability Management – Crash Course

Corporate Finance – First Course

Ratio Analysis

Credit Analysis – First Course

Credit Process

Pricing Interest Rate Swaps – Module I – Term Structures

Pricing Interest Rate Swaps – Module II – IRS & CCS

Pricing Interest Rate Options – Module III

Value at Risk Table of Content

Asset Liability Management

First Course in Corporate Finance

Asset Liability Management

Introduction

Interest Rate Risk

Liquidity Risk

Duration and Convexity

Duration

Macaulay Duration

Modified Duration

Convexity

Approximate price change

Terminology: Modified and Effective

Value at Risk (VaR)

Variance Covariance Approach

Determining SMA volatility

Determining EWMA Volatility

Determining SMA and EWMA daily VaR

Historical Simulation Method

Determining Historical Simulation daily VaR

Scaling of the daily VaR

ALM Risk Measurement Tools

Fall in Market Value of Equity

Step 1: Determine look back period

Step 2: Data collection

Step 3: Calculated the return series

Step 4: Calculate the days to maturity/ days to reset

Step 5: Calculate individual weights for each asset and liability

Step 6: Obtain return series for each individual asset/ liability

Step 7: Calculate weighted average return series for assets and liabilities separately

Step 8: Compute VaR

Step 9: Compute the MTM weighted average yield to maturity (YTM)

Step 10: Compute Rate Shock

Step 11: Compute the weighted duration of assets and liabilities

Step 12: Fall in MVE

Earnings at Risk

Step 1: Determine look back period

Step 2: Data collection

Step 3: Calculated the return series

Step 4: Identify assets, liabilities & off balance sheet (OBS) instruments to be included in the calculation

Step 5: Calculated expected cash flows and days to maturity (DTM)

Step 6: Slot the cash flows according to DTM

Step 7: Compute weights of each sub bucket with respect to overall bucket

Step 8: Compute correlated return series based on the weights calculated in Step 7 above